Share desktop: file locations / "illusions"

Hello, I have configured all possible settings in parallels to share files/folder/... between macOS/windows.

I have just read this article: https://www.parallels.com/blogs/new-to-parallels-desktop/

In this article it is claimed (see figure 5 _ illusions) that when desktop is shared, an icon shown on the mac AND windows desktop might be physically located inside the VM, and another icon shown on the mac AND windows desktop might be physically located in the real macOS desktop folder.
If you look closely, you can see that the figure shows the identical set of icons, some of which supposedly are physically in the VM and some physically in the mac desktop folder, and all of this is thus happening simultaneously. This would mean that if I create a file "test" inside the VM, then shut down windows, then create a file "test" in macos on the desktop, there will be a conflict OR two identically named files shown simulatneously. It would also mean that files will suddenly disappear from mac desktop when the VM is shut down, and that MAC os apps accessing these files will run into problems after shutdown of the VM.

However I do not see this kind of behavior. What I see is that if I enable sharing, the windows desktop will be identical to the mac os desktop, i.e. ALL files shown on the windows desktop are actually located on the macos desktop. If I create a file on the windows desktop, it will actually be created on the macOS desktop. The actual windows desktop is located in the user folder, and is thus a second, separate desktop folder. This actual windows desktop folder will become the main desktop for example if the VM is isolated. --- At no point will there be a MIX of macOS and windows desktop files shown in the same place. This effect does exist though, for example in windows both user desktop and private desktop files are shown simulatenously on the main desktop (which is a virtual folder obviously).

Can sb. explain what is happening in figure 5 on the blog? Thank you!!